Anic Equity¶

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Total return since start: 0.567 %¶

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Equity now: -----------------------------> 47860.0 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46465.12 Kr¶

PnL: ---------------------------------------> -423.45 Kr¶

DD now: ---------------------------------> -1.583 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 11:58:01.845567'

Anic Portfolio¶

Today¶

Return: 0.687 %¶

This Week¶

Return: 0.687 %¶

Total¶

Return: 56.681 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.130000 2852.500000 216.500000 8.210000 2636.000010
Beijer Electronics Group 26 -1.000000 3104.400000 133.400000 4.490000 2971.000006
Corem Property Group B 59 4.040000 669.060000 92.060000 15.950000 576.999999
Samhällsbyggnadsbo. i Norden B 20 2.680000 436.400000 81.400000 22.930000 355.000000
HMS Networks 2 1.070000 719.600000 46.600000 6.920000 673.000000
Samhällsbyggnadsbo. i Norden D 12 4.170000 270.000000 24.000000 9.760000 246.000000
FM Mattsson Mora Group B 50 0.000000 2950.000000 23.000000 0.790000 2927.000000
Nordea Bank Abp 29 0.720000 3474.200000 20.200000 0.580000 3453.999992
OEM International B 7 1.560000 545.300000 17.300000 3.280000 527.999997
Intrum 4 2.140000 543.800000 16.800000 3.190000 527.000000
Coor Service Management Hold. 8 0.440000 548.400000 16.400000 3.080000 532.000000
Midsona B 63 0.640000 595.980000 12.980000 2.230000 582.999984
Eastnine 4 -0.630000 502.400000 11.400000 2.320000 491.000000
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
MedCap 2 1.420000 430.000000 9.000000 2.140000 421.000000
AcadeMedia 12 0.810000 565.920000 8.920000 1.600000 557.000004
Norva24 Group 16 -0.290000 551.680000 8.680000 1.600000 543.000000
Karnov Group 9 -1.630000 542.700000 6.700000 1.250000 536.000004
Resurs Holding 22 -0.900000 579.700000 5.700000 0.990000 573.999998
Essity B 2 0.420000 578.800000 4.800000 0.840000 574.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.090000 546.250000 0.250000 0.050000 546.000000
Securitas B 6 1.060000 569.640000 -0.360000 -0.060000 570.000000
Boozt 12 -1.080000 1652.400000 -1.600000 -0.100000 1653.999996
Fastighetsbolag. Emilshus Pref 21 -0.370000 559.650000 -2.350000 -0.420000 562.000005
Swedbank A 3 -0.240000 559.650000 -4.350000 -0.770000 564.000000
CTEK 13 0.900000 522.600000 -11.400000 -2.130000 533.999999
SAAB B 8 2.000000 3348.000000 -29.000000 -0.860000 3377.000000
International Petroleum Corp. 5 2.400000 533.000000 -61.570000 -10.360000 594.565215
Vivesto 1368 2.000000 544.190000 -68.810000 -11.230000 612.999432
Sampo Oyj SDB 7 0.190000 3769.500000 -80.500000 -2.090000 3850.000000
OX2 18 -1.520000 1511.100000 -152.900000 -9.190000 1663.999992
Axfood 13 0.400000 3569.800000 -186.200000 -4.960000 3756.000001
Ovzon 52 4.170000 3120.000000 -242.000000 -7.200000 3361.999992
Fasadgruppen Group 35 -0.100000 3461.500000 -349.500000 -9.170000 3810.999990
TOTAL 46465.120000 -423.450000 -1.58316% 46888.564618

Updated:¶

'2023-01-16 11:58:14.553652'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶